Fit radEmu model

Usage

emuFit(
  Y,
  X = NULL,
  formula = NULL,
  data = NULL,
  assay_name = NULL,
  cluster = NULL,
  constraint_fn = pseudohuber_median,
  constraint_grad_fn = dpseudohuber_median_dx,
  constraint_param = 0.1,
  verbose = FALSE,
  match_row_names = TRUE,
  unobserved_taxon_error = TRUE,
  penalize = TRUE,
  B = NULL,
  fitted_model = NULL,
  refit = TRUE,
  tolerance = 1e-04,
  maxit = 1000,
  alpha = 0.05,
  return_wald_p = FALSE,
  compute_cis = TRUE,
  run_score_tests = TRUE,
  test_kj = NULL,
  null_fit_alg = "constraint_sandwich",
  B_null_list = NULL,
  maxit_null = 1000,
  tol_lik = 1e-05,
  tol_test_stat = 0.01,
  null_window = 5,
  null_diagnostic_plots = FALSE,
  remove_zero_comparison_pvals = 0.01,
  control = NULL,
  ...
)

Arguments

Y: an n x J matrix or dataframe of nonnegative observations, or a phyloseq object containing an otu table and sample data.
X: an n x p design matrix (either provide X or data and formula)
formula: a one-sided formula specifying the form of the mean model to be fit (used with data)
data: an n x p data frame containing variables given in formula
assay_name: a string containing the desired assay name within a TreeSummarizedExperiment object. This is only required if Y is a TreeSummarizedExperiment object, otherwise this argument can be ignored.
cluster: a vector giving cluster membership for each row of Y to be used in computing GEE test statistics. Default is NULL, in which case rows of Y are treated as independent.
constraint_fn: (Optional) User-provided constraint function, if default behavior of comparing log fold-difference parameters to smoothed median over all categories is not desired. If a number is provided a single category constraint will be used with the provided category as a reference category. This argument can either be a single constraint function to be used for all rows of B, or a list of length p of constraints to be used for each row of B.
constraint_grad_fn: (Optional) User-provided derivative of constraint function, if default behavior of comparing log fold-difference parameters to smoothed median over all categories is not desired. If constraint_fn is a list of constraint functions, then this argument must also be a list. If constraint_fn is a single number, or a list that includes a single number, then the corresponding constraint_grad_fn can be set to NULL, and will be appropriately set within the function.
constraint_param: (Optional) If the smoothed median is used as a constraint (this is the default), parameter controlling relative weighting of elements closer and further from center. (Limit as constraint_param approaches infinity is the mean; as this parameter approaches zero, the minimizer of the pseudo-Huber loss approaches the median.) If constraint function is not smoothed median (implemented in radEmu::pseudohuber_median()) then this argument will be ignored.
verbose: provide updates as model is being fitted? Defaults to FALSE. If user sets verbose = TRUE, then key messages about algorithm progress will be displayed. If user sets verbose = "development", then key messages and technical messages about convergence will be displayed. Most users who want status updates should set verbose = TRUE.
match_row_names: logical: If TRUE, make sure rows on covariate data and response data correspond to the same sample by comparing row names and subsetting/reordering if necessary. Default is TRUE.
unobserved_taxon_error: logical: should an error be thrown if Y includes taxa that have 0 counts for all samples? Default is TRUE.
penalize: logical: should Firth penalty be used? Default is TRUE. Used in estimation.
B: starting value of coefficient matrix (p x J) for estimation. If not provided, B will be initiated as a zero matrix. Used in estimation.
fitted_model: a fitted model produced by a separate call to emuFit; to be provided if score tests are to be run without refitting the full unrestricted model. Default is NULL.
refit: logical: if B or fitted_model is provided, should full model be fit (TRUE) or should fitting step be skipped (FALSE), e.g., if score tests are to be run on an already fitted model. Default is TRUE.
tolerance: tolerance for stopping criterion in estimation; once no element of B is updated by more than this value in a single step, we exit optimization. Defaults to 1e-3. Used in estimation.
maxit: maximum number of outer iterations to perform before exiting optimization. Default is 1000. Used in estimation.
alpha: nominal type 1 error level to be used to construct confidence intervals. Default is 0.05 (corresponding to 95% confidence intervals)
return_wald_p: logical: return p-values from Wald tests? Default is FALSE.
compute_cis: logical: compute and return Wald CIs? Default is TRUE.
run_score_tests: logical: perform robust score testing? Default is TRUE.
test_kj: a data frame whose rows give coordinates (in category j and covariate k) of elements of B to construct hypothesis tests for. If you don't know which indices k correspond to the covariate(s) that you would like to test, run the function radEmu::make_design_matrix() in order to view the design matrix, and identify which column of the design matrix corresponds to each covariate in your model. This argument is required when running score tests.
null_fit_alg: Which null fitting algorithm to use for score tests: "constraint_sandwich" or "augmented_lagrangian". Default and recommended approach is "constraint_sandwich", unless J < 20.
B_null_list: list of starting values of coefficient matrix (p x J) for null estimation for score testing. This should either be a list with the same length as test_kj. If you only want to provide starting values for some tests, include the other elements of the list as NULL.
maxit_null: maximum number of outer iterations to perform before exiting optimization. Default is 1000. Used in estimation under null hypothesis for score tests.
tol_lik: tolerance for relative changes in likelihood for stopping criteria. Default is 1e-5. Used in estimation under null hypothesis for score tests with "constraint_sandwich" algorithm.
tol_test_stat: tolerance for relative changes in test statistic for stopping criteria. Default is 0.01. Used in estimation under null hypothesis for score tests with "constraint_sandwich" algorithm.
null_window: window to use for stopping criteria (this many iterations where stopping criteria is met). Default is 5. Used in estimation under null hypothesis for score tests with "constraint_sandwich" algorithm.
null_diagnostic_plots: logical: should diagnostic plots be made for estimation under the null hypothesis? Default is FALSE.
remove_zero_comparison_pvals: Should score p-values be replaced with NA for zero-comparison parameters? These parameters occur for categorical covariates with three or more levels, and represent parameters that compare a covariate level to the reference level for a category in which the comparison level and reference level both have 0 counts in all samples. These parameters can have misleadingly small p-values and are not thought to have scientifically interesting signals. We recommend removing them before analyzing data further. If TRUE, all zero-comparison parameter p-values will be set to NA. If FALSE no zero-comparison parameter p-values will be set to NA. If a value between 0 and 1, all zero-comparison p-values below the value will be set to NA. Default is 0.01.
control: A list of control parameters, to have more control over estimation and hypothesis testing. See control_fn for details.
...: Additional arguments. Arguments matching the names of control_fn() options are forwarded to that function and override defaults. Unknown arguments are ignored with a warning.

Value

A list containing elements 'coef', 'B', 'penalized', 'Y_augmented', 'z_hat', 'I', 'Dy', and 'score_test_hyperparams' if score tests are run. Parameter estimates by covariate and outcome category (e.g., taxon for microbiome data), as well as optionally confidence intervals and p-values, are contained in 'coef'. Any robust score statistics and score test p-values are also included in 'coef'. If there are any zero-comparison parameters in the model, a column 'zero_comparison' is also included, which is TRUE for any parameters that compare the level of a categorical covariate to a reference level for a category with only zero counts for both the comparison level and the reference level. This check is currently implemented for an arbitrary design matrix generated using the formula and data arguments, and for a design matrix with no more than one categorical covariate if the design matrix X is input directly. 'B' contains parameter estimates in matrix format (rows indexing covariates and columns indexing outcome category / taxon). 'penalized' is equal to TRUE f Firth penalty is used in estimation (default) and FALSE otherwise. 'z_hat' returns the nuisance parameters calculated in Equation 7 of the radEmu manuscript, corresponding to either 'Y_augmented' or 'Y' if the 'penalized' is equal to TRUE or FALSE, respectively. I' and 'Dy' contain an information matrix and empirical score covariance matrix computed under the full model. 'score_test_hyperparams' contains parameters and hyperparameters related to estimation under the null, including whether or not the algorithm converged, which can be helpful for debugging.

Examples

# data frame example
data(wirbel_sample_small)
data(wirbel_otu_small)
emuRes <- emuFit(formula = ~ Group, data = wirbel_sample_small, Y = wirbel_otu_small,
                 test_kj = data.frame(k = 2, j = 1), tolerance = 0.01) 
 # here we set large tolerances for the example to run quickly, 
 # but we recommend smaller tolerances in practice

# TreeSummarizedExperiment example (only run this if you have TreeSummarizedExperiment installed)
if (FALSE) { # \dontrun{
library("TreeSummarizedExperiment")
example("TreeSummarizedExperiment")
assayNames(tse) <- "counts"
emuRes <- emuFit(Y = tse, formula = ~ condition, assay_name = "counts", 
                 test_kj = data.frame(k = 2, j = 1), tolerance = 0.01)
 # here we set large tolerances for the example to run quickly, 
 # but we recommend smaller tolerances in practice
} # }